Added more doc about the 'run_individual_tests' script.

doc/install.txt

@@ -585,11 +585,18 @@ used within a MinGW Shell (not available if you only installed Python(x,y)).
   the Theano installation directory (if you installed Nose manually as described
   above, this may only work in a MinGW shell).
   Please note that at this time, the test suite may be broken under Windows.
-  In particular, many tests may fail while running the test-suite,
+  In particular, many tests will probably fail while running the test-suite,
   due to insufficient memory resources (in which case you will probably get an
   error of the type ``"Not enough storage is available to
-  process this command"``): one workaround is to run nosetests
-  multiple times under individual subdirectories.
+  process this command"``). One workaround (which is not fully working either
+  at this point) is to go to your ``Theano\theano\tests`` directory and run
+  the following script (see documentation inside the script itself for more
+  information):
+
+  .. code-block:: bash
+
+      python run_individual_tests.py 100
+
 
 Compiling a faster BLAS
 ~~~~~~~~~~~~~~~~~~~~~~~

theano/tests/run_individual_tests.py

@@ -22,8 +22,8 @@ slower but should at least let you run the test suite.
 
 Note that this script is a work-in-progress and is not fully functional at this
 point: the way some tests are defined in the Theano test-suite seems to confuse
-nosetests' TestID module, probably leading to not running all tests, as well as
-to some unexpected test failures.
+the nosetests' TestID module, probably leading to not running all tests, as
+well as to some unexpected test failures.
 
 You can also provide a single command-line argument, which should be an integer
 number N (default = 1), in order to run batches of N tests rather than run tests